Roslyn Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1597 | 10.57 | |
| 0.2225 | 13.94 | |
| 0.9089 | 114.76 | |
| -0.0521 | -4.19 |
Estimation Period:
Jan 10, 1997 to Oct 31, 2003
Jan 10, 1997 to Oct 31, 2003
News Impact Curve
Volatility Forecasts
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